CME eMini Russell 2000 Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 673.7 662.3 -11.4 -1.7% 663.3
High 684.1 674.5 -9.6 -1.4% 684.6
Low 659.5 646.2 -13.3 -2.0% 649.1
Close 662.6 659.6 -3.0 -0.5% 673.6
Range 24.6 28.3 3.7 15.0% 35.5
ATR 18.2 18.9 0.7 4.0% 0.0
Volume 348,360 280,024 -68,336 -19.6% 1,348,246
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 745.0 730.6 675.2
R3 716.7 702.3 667.4
R2 688.4 688.4 664.8
R1 674.0 674.0 662.2 667.1
PP 660.1 660.1 660.1 656.6
S1 645.7 645.7 657.0 638.8
S2 631.8 631.8 654.4
S3 603.5 617.4 651.8
S4 575.2 589.1 644.0
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 775.6 760.1 693.1
R3 740.1 724.6 683.4
R2 704.6 704.6 680.1
R1 689.1 689.1 676.9 696.9
PP 669.1 669.1 669.1 673.0
S1 653.6 653.6 670.3 661.4
S2 633.6 633.6 667.1
S3 598.1 618.1 663.8
S4 562.6 582.6 654.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684.6 646.2 38.4 5.8% 22.7 3.4% 35% False True 299,975
10 695.3 646.2 49.1 7.4% 22.7 3.4% 27% False True 284,084
20 744.5 646.2 98.3 14.9% 18.4 2.8% 14% False True 276,640
40 766.2 646.2 120.0 18.2% 16.5 2.5% 11% False True 153,781
60 766.2 646.2 120.0 18.2% 15.3 2.3% 11% False True 102,578
80 766.2 646.2 120.0 18.2% 14.7 2.2% 11% False True 77,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 794.8
2.618 748.6
1.618 720.3
1.000 702.8
0.618 692.0
HIGH 674.5
0.618 663.7
0.500 660.4
0.382 657.0
LOW 646.2
0.618 628.7
1.000 617.9
1.618 600.4
2.618 572.1
4.250 525.9
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 660.4 665.2
PP 660.1 663.3
S1 659.9 661.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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